Weighted uniform consistency of kernel density estimators.
From MaRDI portal
Publication:1889792
DOI10.1214/009117904000000063zbMath1052.62034arXivmath/0410170OpenAlexW2016095499MaRDI QIDQ1889792
Joel Zinn, Evarist Giné M., Vladimir I. Koltchinskii
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410170
rates of convergenceKernel density estimatorweak and strong weighted uniform consistencyweighted \(L_\infty\)-norm
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)
Related Items
Kernel density estimators: convergence in distribution for weighted sup-norms, On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities, Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case, Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features, Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators, Robust nonparametric estimation of the conditional tail dependence coefficient, Robust estimation of the conditional stable tail dependence function, Uniform bounds for norms of sums of independent random functions, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Consistency of kernel density estimators for causal processes, Concentration inequalities for two-sample rank processes with application to bipartite ranking, Unnamed Item, Local robust estimation of the Pickands dependence function, Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators, Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions, Tracking multiple people under occlusion and across cameras using probabilistic models, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, Bias Reduction in Sample-Based Optimization
Cites Work
- U-processes: Rates of convergence
- The oscillation behavior of empirical processes: The multivariate case
- Some limit theorems for empirical processes (with discussion)
- Laws of the iterated logarithm in the tails for weighted uniform empirical processes
- Strong limit theorems for weighted quantile processes
- A law of the logarithm for kernel density estimators
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Sharper bounds for Gaussian and empirical processes
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- A uniform functional law of the logarithm for the local empirical process.
- Bounds for weighted multivariate empirical distribution functions
- Remarks on Some Nonparametric Estimates of a Density Function
- Uniform Central Limit Theorems
- On Estimation of a Probability Density Function and Mode
- Convergence of stochastic processes
- An empirical process approach to the uniform consistency of kernel-type function estimators
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- New concentration inequalities in product spaces
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
